IpRestoIpoptNLP.hpp

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// Copyright (C) 2004, 2006 International Business Machines and others.
// All Rights Reserved.
// This code is published under the Common Public License.
//
// $Id: IpRestoIpoptNLP.hpp 765 2006-07-14 18:03:23Z andreasw $
//
// Authors:  Carl Laird, Andreas Waechter     IBM    2004-08-13

#ifndef __IPRESTOIPOPTNLP_HPP__
#define __IPRESTOIPOPTNLP_HPP__

#include "IpIpoptNLP.hpp"
#include "IpIpoptData.hpp"
#include "IpIpoptCalculatedQuantities.hpp"
#include "IpCompoundMatrix.hpp"
#include "IpCompoundSymMatrix.hpp"
#include "IpCompoundVector.hpp"
#include "IpIdentityMatrix.hpp"
#include "IpDiagMatrix.hpp"
#include "IpZeroMatrix.hpp"
#include "IpOrigIpoptNLP.hpp"

namespace Ipopt
{

  class RestoIpoptNLP : public IpoptNLP
  {
  public:
    RestoIpoptNLP(IpoptNLP& orig_ip_nlp,
                  IpoptData& orig_ip_data,
                  IpoptCalculatedQuantities& orig_ip_cq);

    ~RestoIpoptNLP();

    virtual bool Initialize(const Journalist& jnlst,
                            const OptionsList& options,
                            const std::string& prefix);

    virtual bool InitializeStructures(SmartPtr<Vector>& x,
                                      bool init_x,
                                      SmartPtr<Vector>& y_c,
                                      bool init_y_c,
                                      SmartPtr<Vector>& y_d,
                                      bool init_y_d,
                                      SmartPtr<Vector>& z_L,
                                      bool init_z_L,
                                      SmartPtr<Vector>& z_U,
                                      bool init_z_U,
                                      SmartPtr<Vector>& v_L,
                                      SmartPtr<Vector>& v_U
                                     );

    virtual bool GetWarmStartIterate(IteratesVector& warm_start_iterate)
    {
      return false;
    }

    void FinalizeSolution(SolverReturn status,
                          const Vector& x, const Vector& z_L, const Vector& z_U,
                          const Vector& c, const Vector& d,
                          const Vector& y_c, const Vector& y_d,
                          Number obj_value)
    {}

    virtual bool objective_depends_on_mu() const
    {
      return true;
    }

    virtual Number f(const Vector& x);

    virtual Number f(const Vector& x, Number mu);

    virtual SmartPtr<const Vector> grad_f(const Vector& x);

    virtual SmartPtr<const Vector> grad_f(const Vector& x, Number mu);

    virtual SmartPtr<const Vector> c(const Vector& x);

    virtual SmartPtr<const Matrix> jac_c(const Vector& x);

    virtual SmartPtr<const Vector> d(const Vector& x);

    virtual SmartPtr<const Matrix> jac_d(const Vector& x);

    virtual SmartPtr<const SymMatrix> h(const Vector& x,
                                        Number obj_factor,
                                        const Vector& yc,
                                        const Vector& yd
                                       );

    virtual SmartPtr<const SymMatrix> h(const Vector& x,
                                        Number obj_factor,
                                        const Vector& yc,
                                        const Vector& yd,
                                        Number mu);

    virtual SmartPtr<const SymMatrix> uninitialized_h();

    virtual SmartPtr<const Vector> x_L()
    {
      return GetRawPtr(x_L_);
    }

    virtual SmartPtr<const Matrix> Px_L()
    {
      return GetRawPtr(Px_L_);
    }

    virtual SmartPtr<const Vector> x_U()
    {
      return GetRawPtr(x_U_);
    }

    virtual SmartPtr<const Matrix> Px_U()
    {
      return GetRawPtr(Px_U_);
    }

    virtual SmartPtr<const Vector> d_L()
    {
      return GetRawPtr(d_L_);
    }

    virtual SmartPtr<const Matrix> Pd_L()
    {
      return GetRawPtr(Pd_L_);
    }

    virtual SmartPtr<const Vector> d_U()
    {
      return GetRawPtr(d_U_);
    }

    virtual SmartPtr<const Matrix> Pd_U()
    {
      return GetRawPtr(Pd_U_);
    }

    virtual SmartPtr<const SymMatrixSpace> HessianMatrixSpace() const
    {
      return GetRawPtr(h_space_);
    }

    virtual void GetSpaces(SmartPtr<const VectorSpace>& x_space,
                           SmartPtr<const VectorSpace>& c_space,
                           SmartPtr<const VectorSpace>& d_space,
                           SmartPtr<const VectorSpace>& x_l_space,
                           SmartPtr<const MatrixSpace>& px_l_space,
                           SmartPtr<const VectorSpace>& x_u_space,
                           SmartPtr<const MatrixSpace>& px_u_space,
                           SmartPtr<const VectorSpace>& d_l_space,
                           SmartPtr<const MatrixSpace>& pd_l_space,
                           SmartPtr<const VectorSpace>& d_u_space,
                           SmartPtr<const MatrixSpace>& pd_u_space,
                           SmartPtr<const MatrixSpace>& Jac_c_space,
                           SmartPtr<const MatrixSpace>& Jac_d_space,
                           SmartPtr<const SymMatrixSpace>& Hess_lagrangian_space);
    virtual void AdjustVariableBounds(const Vector& new_x_L,
                                      const Vector& new_x_U,
                                      const Vector& new_d_L,
                                      const Vector& new_d_U);

    bool IntermediateCallBack(AlgorithmMode mode,
                              Index iter, Number obj_value,
                              Number inf_pr, Number inf_du,
                              Number mu, Number d_norm,
                              Number regularization_size,
                              Number alpha_du, Number alpha_pr,
                              Index ls_trials,
                              SmartPtr<const IpoptData> ip_data,
                              SmartPtr<IpoptCalculatedQuantities> ip_cq);

    IpoptNLP& OrigIpNLP() const
    {
      return *orig_ip_nlp_;
    }
    IpoptData& OrigIpData() const
    {
      return *orig_ip_data_;
    }
    IpoptCalculatedQuantities& OrigIpCq() const
    {
      return *orig_ip_cq_;
    }

    Number Rho() const
    {
      return rho_;
    }

    virtual Index f_evals() const
    {
      return f_evals_;
    }
    virtual Index grad_f_evals() const
    {
      return grad_f_evals_;
    }
    virtual Index c_evals() const
    {
      return c_evals_;
    }
    virtual Index jac_c_evals() const
    {
      return jac_c_evals_;
    }
    virtual Index d_evals() const
    {
      return d_evals_;
    }
    virtual Index jac_d_evals() const
    {
      return jac_d_evals_;
    }
    virtual Index h_evals() const
    {
      return h_evals_;
    }

    Number Eta(Number mu) const;

    SmartPtr<const Vector> DR_x() const
    {
      return ConstPtr(dr_x_);
    }

    static void RegisterOptions(SmartPtr<RegisteredOptions> roptions);

  private:
    SmartPtr<IpoptNLP> orig_ip_nlp_;

    SmartPtr<IpoptData> orig_ip_data_;

    SmartPtr<IpoptCalculatedQuantities> orig_ip_cq_;

    SmartPtr<CompoundVectorSpace> x_space_;

    SmartPtr<const VectorSpace> c_space_;

    SmartPtr<const VectorSpace> d_space_;

    SmartPtr<CompoundVectorSpace> x_l_space_;

    SmartPtr<CompoundMatrixSpace> px_l_space_;

    SmartPtr<const VectorSpace> x_u_space_;

    SmartPtr<CompoundMatrixSpace> px_u_space_;

    SmartPtr<const VectorSpace> d_l_space_;

    SmartPtr<const MatrixSpace> pd_l_space_;

    SmartPtr<const VectorSpace> d_u_space_;

    SmartPtr<const MatrixSpace> pd_u_space_;

    SmartPtr<CompoundMatrixSpace> jac_c_space_;

    SmartPtr<CompoundMatrixSpace> jac_d_space_;

    SmartPtr<CompoundSymMatrixSpace> h_space_;

    SmartPtr<CompoundVector> x_L_;

    SmartPtr<CompoundMatrix> Px_L_;

    SmartPtr<const Vector> x_U_;

    SmartPtr<CompoundMatrix> Px_U_;

    SmartPtr<const Vector> d_L_;

    SmartPtr<const Matrix> Pd_L_;

    SmartPtr<const Vector> d_U_;

    SmartPtr<const Matrix> Pd_U_;

    /* ToDo make this parameter? */
    Number rho_;
    Number eta_factor_;
    Number eta_mu_exponent_;
    // TODO in the following we should use pointers to CONST values
    SmartPtr<Vector> dr_x_;
    SmartPtr<DiagMatrix> DR_x_; //TODO We can get rid of one of the dr DR
    SmartPtr<Vector> x_ref_;

    RestoIpoptNLP();

    RestoIpoptNLP(const RestoIpoptNLP&);

    void operator=(const RestoIpoptNLP&);

    bool evaluate_orig_obj_at_resto_trial_;
    HessianApproximationType hessian_approximation_;

    bool initialized_;

    Index f_evals_;
    Index grad_f_evals_;
    Index c_evals_;
    Index jac_c_evals_;
    Index d_evals_;
    Index jac_d_evals_;
    Index h_evals_;
  };

} // namespace Ipopt

#endif